+453.5%
FSLR vs MKC
+29.3%
+424.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -0.1% | -2.8% | +2.7% | +0.2% |
| 30D | -14.0% | -3.4% | -10.6% | -13.7% |
| 3M | -16.9% | +3.8% | -20.7% | -17.6% |
| 6M | +4.7% | -17.9% | +22.7% | +7.8% |
| YTD | -20.7% | -23.6% | +2.9% | -17.4% |
| 1Y | +1.7% | -23.1% | +24.7% | +5.5% |
| 3Y | +13.1% | -31.5% | +44.6% | +18.5% |
| 5Y | +108.4% | -33.1% | +141.5% | +115.3% |
| All | +453.5% | +29.3% | +424.2% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling